NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.586 |
2.604 |
0.018 |
0.7% |
2.781 |
| High |
2.672 |
2.673 |
0.001 |
0.0% |
2.792 |
| Low |
2.580 |
2.600 |
0.020 |
0.8% |
2.580 |
| Close |
2.626 |
2.629 |
0.003 |
0.1% |
2.626 |
| Range |
0.092 |
0.073 |
-0.019 |
-20.7% |
0.212 |
| ATR |
0.094 |
0.092 |
-0.001 |
-1.6% |
0.000 |
| Volume |
79,750 |
58,710 |
-21,040 |
-26.4% |
481,328 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.814 |
2.669 |
|
| R3 |
2.780 |
2.741 |
2.649 |
|
| R2 |
2.707 |
2.707 |
2.642 |
|
| R1 |
2.668 |
2.668 |
2.636 |
2.688 |
| PP |
2.634 |
2.634 |
2.634 |
2.644 |
| S1 |
2.595 |
2.595 |
2.622 |
2.615 |
| S2 |
2.561 |
2.561 |
2.616 |
|
| S3 |
2.488 |
2.522 |
2.609 |
|
| S4 |
2.415 |
2.449 |
2.589 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.176 |
2.743 |
|
| R3 |
3.090 |
2.964 |
2.684 |
|
| R2 |
2.878 |
2.878 |
2.665 |
|
| R1 |
2.752 |
2.752 |
2.645 |
2.709 |
| PP |
2.666 |
2.666 |
2.666 |
2.645 |
| S1 |
2.540 |
2.540 |
2.607 |
2.497 |
| S2 |
2.454 |
2.454 |
2.587 |
|
| S3 |
2.242 |
2.328 |
2.568 |
|
| S4 |
2.030 |
2.116 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.777 |
2.580 |
0.197 |
7.5% |
0.090 |
3.4% |
25% |
False |
False |
90,497 |
| 10 |
2.921 |
2.580 |
0.341 |
13.0% |
0.085 |
3.2% |
14% |
False |
False |
79,043 |
| 20 |
2.947 |
2.580 |
0.367 |
14.0% |
0.092 |
3.5% |
13% |
False |
False |
63,509 |
| 40 |
3.022 |
2.580 |
0.442 |
16.8% |
0.096 |
3.7% |
11% |
False |
False |
51,882 |
| 60 |
3.022 |
2.358 |
0.664 |
25.3% |
0.087 |
3.3% |
41% |
False |
False |
46,746 |
| 80 |
3.022 |
2.277 |
0.745 |
28.3% |
0.082 |
3.1% |
47% |
False |
False |
41,724 |
| 100 |
3.022 |
2.202 |
0.820 |
31.2% |
0.079 |
3.0% |
52% |
False |
False |
37,802 |
| 120 |
3.022 |
2.049 |
0.973 |
37.0% |
0.077 |
2.9% |
60% |
False |
False |
35,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.983 |
|
2.618 |
2.864 |
|
1.618 |
2.791 |
|
1.000 |
2.746 |
|
0.618 |
2.718 |
|
HIGH |
2.673 |
|
0.618 |
2.645 |
|
0.500 |
2.637 |
|
0.382 |
2.628 |
|
LOW |
2.600 |
|
0.618 |
2.555 |
|
1.000 |
2.527 |
|
1.618 |
2.482 |
|
2.618 |
2.409 |
|
4.250 |
2.290 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.628 |
| PP |
2.634 |
2.627 |
| S1 |
2.632 |
2.627 |
|